Estimation of partially conditional average treatment effect by double kernel-covariate balancing

被引:3
作者
Wang, Jiayi [1 ]
Wong, Raymond K. W. [1 ]
Yang, Shu [2 ]
Chan, Kwun Chuen Gary [3 ]
机构
[1] Texas A&M Univ, Dept Stat, College Stn, TX 77843 USA
[2] North Carolina State Univ, Dept Stat, Raleigh, NC 27695 USA
[3] Univ Washington, Dept Biostat, Seattle, WA 98195 USA
来源
ELECTRONIC JOURNAL OF STATISTICS | 2022年 / 16卷 / 02期
基金
美国国家科学基金会;
关键词
Augmented weighting estimator; causal infer-ence; fully and partially conditional average treatment effect; treatment effect heterogeneity; PROPENSITY SCORE; BIRTH-WEIGHT; UNIFORM; CONSISTENCY; INFERENCE; SMOKING;
D O I
10.1214/22-EJS2000
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We study nonparametric estimation for the partially condi-tional average treatment effect, defined as the treatment effect function over an interested subset of confounders. We propose a double kernel weight-ing estimator where the weights aim to control the balancing error of any function of the confounders from a reproducing kernel Hilbert space af-ter kernel smoothing over the interested subset of variables. In addition, we present an augmented version of our estimator which can incorporate the estimation of outcome mean functions. Based on the representer theo-rem, gradient-based algorithms can be applied for solving the correspond-ing infinite-dimensional optimization problem. Asymptotic properties are studied without any smoothness assumptions for the propensity score func-tion or the need for data splitting, relaxing certain existing stringent as-sumptions. The numerical performance of the proposed estimator is demon-strated by a simulation study and an application to the effect of a mother's smoking on a baby's birth weight conditioned on the mother's age.
引用
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页码:4332 / 4378
页数:47
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